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A forecasting performance comparison of dynamic factor models based on static and dynamic methods
DOI: https://doi.org/10.1515/caim-2017-0003 | Journal eISSN: 2038-0909
Language: English
Page range: 43 - 66
Submitted on: Dec 14, 2016
Accepted on: Feb 16, 2017
Published on: Mar 22, 2017
Published by: Italian Society for Applied and Industrial Mathemathics
In partnership with: Paradigm Publishing Services
Publication frequency: 1 issue per year
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© 2017 Fabio Della Marra, published by Italian Society for Applied and Industrial Mathemathics
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.